From 1aa3b5372657a628fdf03c5d93f67a1e3c64242f Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Thu, 25 Apr 2019 19:15:01 +0800 Subject: [PATCH] Revert "[Mod]add trader api of xtp" This reverts commit 8a2489ebf9d4e6e94673ee4e3e4ada1f7e37b1f3. --- vnpy/gateway/xtp/xtp_gateway.py | 208 ++++---------------------------- 1 file changed, 25 insertions(+), 183 deletions(-) diff --git a/vnpy/gateway/xtp/xtp_gateway.py b/vnpy/gateway/xtp/xtp_gateway.py index 0ffb7cf4..c3d8ac85 100644 --- a/vnpy/gateway/xtp/xtp_gateway.py +++ b/vnpy/gateway/xtp/xtp_gateway.py @@ -9,9 +9,6 @@ from vnpy.api.xtp.vnxtp import ( XTPSpecificTickerStruct, XTPTickByTickStruct, XTPTickerPriceInfo, - XTPQueryOrderReq, - XTPQueryTraderReq, - XTPOrderInsertInfo, XTP_EXCHANGE_TYPE, XTP_LOG_LEVEL, XTP_PROTOCOL_TYPE, @@ -21,17 +18,11 @@ from vnpy.api.xtp.vnxtp import ( XTP_TICKER_TYPE_BOND, XTP_TICKER_TYPE_OPTION, XTP_PROTOCOL_TCP, - XTP_PROTOCOL_UDP, - XTP_TERT_RESTART, - XTP_SIDE_BUY, - XTP_SIDE_SELL, - XTP_PRICE_LIMIT, - XTP_PRICE_BEST5_OR_CANCEL, - XTP_BUSINESS_TYPE_CASH + XTP_PROTOCOL_UDP ) from vnpy.event import EventEngine -from vnpy.trader.constant import Exchange, Product, Direction, OrderType +from vnpy.trader.constant import Exchange, Product from vnpy.trader.gateway import BaseGateway from vnpy.trader.object import (CancelRequest, OrderRequest, SubscribeRequest, TickData, ContractData, OrderData, TradeData, @@ -54,18 +45,6 @@ PRODUCT_XTP2VT = { XTP_TICKER_TYPE_OPTION: Product.OPTION } -DIRECTION_VT2XTP = { - Direction.LONG: XTP_SIDE_BUY, - Direction.SHORT: XTP_SIDE_SELL -} -DIRECTION_XTP2VT = {v: k for k, v in DIRECTION_VT2XTP.items()} - -ORDERTYPE_VT2XTP = { - OrderType.LIMIT: XTP_PRICE_LIMIT, - OrderType.MARKET: XTP_PRICE_BEST5_OR_CANCEL -} -ORDERTYPE_XTP2VT = {v: k for k, v in ORDERTYPE_VT2XTP.items()} - symbol_name_map = {} @@ -88,7 +67,6 @@ class XtpGateway(BaseGateway): super().__init__(event_engine, "XTP") self.quote_api = XtpQuoteApi(self) - self.trader_api = XtpTraderApi(self) def connect(self, setting: dict): """""" @@ -97,47 +75,38 @@ class XtpGateway(BaseGateway): client_id = setting['客户号'] quote_ip = setting['行情地址'] quote_port = setting['行情端口'] - trader_ip = setting['交易地址'] - trader_port = setting['交易端口'] + trade_ip = setting['交易地址'] + trade_port = setting['交易端口'] quote_protocol = setting["行情协议"] self.quote_api.connect(userid, password, client_id, quote_ip, quote_port, quote_protocol) - self.trader_api.connect(userid, password, client_id, - trader_ip, trader_port) def close(self): """""" - self.quote_api.close() - self.trader_api.close() + pass def subscribe(self, req: SubscribeRequest): """""" self.quote_api.subscrbie(req) def send_order(self, req: OrderRequest) -> str: - """""" - return self.trader_api.send_order(req) + pass def cancel_order(self, req: CancelRequest): - """""" - self.trader_api.cancel_order(req) + pass def query_account(self): - """""" - self.trader_api.query_account() + pass def query_position(self): - """""" - self.trader_api.query_position() + pass class XtpQuoteApi(API.QuoteSpi): def __init__(self, gateway: BaseGateway): """""" - super().__init__() - self.gateway = gateway self.gateway_name = gateway.gateway_name @@ -197,17 +166,12 @@ class XtpQuoteApi(API.QuoteSpi): if not ret: msg = "行情服务器登录成功" + self.query_contract() else: msg = f"行情服务器登录失败，原因：{ret}" self.gateway.write_log(msg) - def close(self): - """""" - if self.api: - self.api.RegisterSpi(None) - self.api.Release() - def subscrbie(self, req: SubscribeRequest): """""" xtp_exchange = EXCHANGE_VT2XTP.get(req.exchange, "") @@ -350,22 +314,23 @@ class XtpQuoteApi(API.QuoteSpi): def OnQueryAllTickers(self, ticker_info: XTPQuoteStaticInfo, error_info: XTPRspInfoStruct, is_last: bool) -> Any: """""" - if self.check_error("查询合约", error_info): - return + return + # if self.check_error("查询合约", error_info): + # return - contract = ContractData( - symbol=ticker_info.ticker, - exchange=EXCHANGE_XTP2VT[ticker_info.exchange_id], - name=ticker_info.ticker_name, - product=PRODUCT_XTP2VT[ticker_info.ticker_type], - size=1, - pricetick=ticker_info.pricetick, - min_volume=ticker_info.buy_qty_unit, - gateway_name=self.gateway_name - ) - self.gateway.on_contract(contract) + # contract = ContractData( + # symbol=ticker_info.ticker, + # exchange=EXCHANGE_XTP2VT[ticker_info.exchange_id], + # name=ticker_info.ticker_name, + # product=PRODUCT_XTP2VT[ticker_info.ticker_type], + # size=1, + # pricetick=ticker_info.pricetick, + # min_volume=ticker_info.buy_qty_unit, + # gateway_name=self.gateway_name + # ) + # self.gateway.on_contract(contract) - symbol_name_map[contract.vt_symbol] = contract.name + # symbol_name_map[contract.vt_symbol] = contract.name def OnQueryTickersPriceInfo(self, ticker_info: XTPTickerPriceInfo, error_info: XTPRspInfoStruct, is_last: bool) -> Any: @@ -401,126 +366,3 @@ class XtpQuoteApi(API.QuoteSpi): error_info: XTPRspInfoStruct) -> Any: """""" pass - - -class XtpTraderApi(API.TraderSpi): - - def __init__(self, gateway: BaseGateway): - """""" - super().__init__() - - self.gateway = gateway - self.gateway_name = gateway.gateway_name - - self.userid = "" - self.password = "" - self.client_id = "" - self.server_ip = "" - self.server_port = "" - - self.api = None - self.session_id = 0 - - self.reqid = 0 - self.orderid = 0 - - def connect( - self, - userid: str, - password: str, - client_id: str, - server_ip: str, - server_port: str - ): - """""" - if self.api: - return - - self.userid = userid - self.password = password - self.client_id = client_id - self.server_ip = server_ip - self.server_port = server_port - - # Create API object - path = str(get_folder_path(self.gateway_name.lower())) - - self.api = API.TraderApi.CreateTraderApi( - self.client_id, - path, - XTP_LOG_LEVEL.XTP_LOG_LEVEL_TRACE - ) - - self.api.RegisterSpi(self) - self.api.SubscribePublicTopic(XTP_TERT_RESTART) - - self.gateway.write_log("交易接口初始化成功") - - # Login to server - self.session_id = self.api.Login( - self.server_ip, - self.server_port, - self.userid, - self.password, - XTP_PROTOCOL_TCP - ) - - if self.session_id: - msg = "交易服务器登录成功" - else: - reason = self.api.GetApiLastError() - msg = f"交易服务器登录失败，原因：{reason}" - - self.gateway.write_log(msg) - - def close(self): - """""" - if self.api: - self.api.RegisterSpi(None) - self.api.Release() - - def send_order(self, req: OrderRequest) -> str: - """""" - self.orderid += 1 - - xtp_req = XTPOrderInsertInfo() - xtp_req.ticker = req.symbol - xtp_req.market = EXCHANGE_XTP2VT[req.exchange] - xtp_req.price = req.price - xtp_req.quantity = req.volume - xtp_req.order_client_id = self.client_id - xtp_req.order_xtp_id = self.orderid - xtp_req.side = DIRECTION_XTP2VT.get(req.direction, "") - xtp_req.price_type = ORDERTYPE_XTP2VT.get(req.type, "") - xtp_req.business_type = XTP_BUSINESS_TYPE_CASH - - self.api.InsertOrder(xtp_req, self.session_id) - - order = req.create_order_data(str(self.orderid)) - self.gateway.on_order(order) - - return order.vt_orderid - - def cancel_order(self, req: CancelRequest): - """""" - self.api.CancelOrder(req.orderid, self.session_id) - - def query_account(self): - """""" - self.reqid += 1 - self.api.QueryAsset(self.session_id, self.reqid) - - def query_position(self): - """""" - self.reqid += 1 - self.api.QueryPosition("", self.session_id, self.reqid) - - def query_order(self): - """""" - self.reqid += 1 - self.api.QueryOrders(XTPQueryOrderReq(), self.session_id, self.reqid) - - def query_trade(self): - """""" - self.reqid += 1 - self.api.QueryTrades(XTPQueryTraderReq(), self.session_id, self.reqid)